Purging the galaxy would have taken millions of years.
Spending three years wiping out the Borg and then going home for a breather that might just last forever, there is no conceivable reason for anyone in the Alpha Quadrant to follow them back into fluidic space to find out if 8472 is coming back to finish off the job.
The least 8472 could do and still call it a victory was destroy the Borg, and the Borg's allies.
Besides, after they killed Janeway, it really doesn't matter what they said to Janeway, and since they WERE going to kill her, it already didn't matter what they said to her as they said it.
I mean it's not like Enterprise was made of Cobinite or Voyager had a Photonic cannon, but wasn't it hilarious when the Klingon's didn't think they were stupid enough to fall for the same bluff which the Cardassians had 4 years earlier that DS9 had secretly been transformed into a death dealing gun platform.